Identification OF OUTLIERS IN THE CANADIAN CONSUMER PRICE INDEX CPI ABDELNASSER SA DI AND SUSANA RUBIN BLEUER STATISTI .


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DETECTION OF OUTLIERS IN THE CANADIAN CONSUMER PRICE INDEX (CPI) ABDELNASSER SAÏDI AND SUSANA RUBIN BLEUER STATISTICS CANADA. What is the CPI ?. Is a weighted arithmetic average of price indexes over all basic classes. The weights are obtained from the survey of households spending.
Transcripts
Slide 1

Identification OF OUTLIERS IN THE CANADIAN CONSUMER PRICE INDEX (CPI) ABDELNASSER SAÏDI AND SUSANA RUBIN BLEUER STATISTICS CANADA

Slide 2

What is the CPI ? Is a weighted number-crunching normal of value lists over every essential class. The weights are acquired from the study of family units spending. the value list at the essential class is thus a weighted whole of the smaller scale lists over every one of the things in the class. The miniaturized scale list is a geometric mean of the value relatives of n outlets reviewed.

Slide 3

CURRENT EVALUATION PROCEDURES Large measure of assets used to adjust a little number of mistakes. confirmations made physically: Verification of all records with status \'extraordinary\'. Check of all records with a relative cost expanded or diminished by 15%. Altering systems identified with missing qualities, missing outlets and quality changes (see Allard-Saulnier and Beyrouti (2003)).

Slide 4

PROPOSED EVALUATION PROCEDURES Performed on an altering gathering All perceptions relating to a specific thing and in a specific topographical territory ( 4 conceivable levels) and having similar status code if the rate of "SP\'s" > 15%. status code " SP\'s " ( general → unique or exceptional → standard).

Slide 5

PROPOSED EVALUATION PROCEDURES Methods considered : ILO Tukey and variations, MAD (Median Absolute Deviation), Quartile technique and HB (Hidiroglou-Berthelot) RFM (Resistant Fence Method) Detection strategy with higher breakdown point than Tukey\'s strategy and considering the skewness of the appropriation and the little size of the CPI test are favored Quartile technique with awry fences connected to the log of the value relatives was prescribed

Slide 6

INFLUENCE IN THE BASIC CLASS Contribution of every exception on the essential class list Analysis of the rate of commitment How to characterize a slice off to recognize influent perceptions ?

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